+10,266.7%
RTX vs EMR
+4,039.8%
+6,226.9%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.7% | -2.4% | -1.6% |
| 7D | -5.2% | -1.5% | -3.6% | -4.4% |
| 30D | -9.4% | -5.6% | -3.8% | -6.8% |
| 3M | +12.3% | +7.9% | +4.3% | +7.1% |
| 6M | -3.1% | +6.0% | -9.1% | -7.4% |
| YTD | +10.7% | +16.4% | -5.8% | -0.3% |
| 1Y | +28.4% | +16.6% | +11.8% | +15.0% |
| 3Y | +147.1% | +62.9% | +84.2% | +76.0% |
| 5Y | +167.2% | +60.1% | +107.2% | +87.8% |
| 10Y | +274.7% | +268.8% | +6.0% | +63.2% |
| All | +10,266.7% | +4,039.8% | +6,226.9% | +1,305.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EMR.
Daily Out/Under-Performance
Portfolio return minus EMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded EMR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling